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A generalization of Polyak's convergence result for subgradient optimization

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Abstract

This paper generalizes a practical convergence result first presented by Polyak. This new result presents a theoretical justification for the step size which has been successfully used in several specialized algorithms which incorporate the subgradient optimization approach.

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Allen, E., Helgason, R., Kennington, J. et al. A generalization of Polyak's convergence result for subgradient optimization. Mathematical Programming 37, 309–317 (1987). https://doi.org/10.1007/BF02591740

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  • DOI: https://doi.org/10.1007/BF02591740

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